ENGLISH

Stochastic Programming

By András Prékopa (auth.)

Book information

Publisher
Springer Netherlands
Year
1995
ISBN
978-90-481-4552-2, 978-94-017-3087-7
DOI
10.1007/978-94-017-3087-7
Language
english
Format
PDF
Filesize
13 MB (13695764 bytes)
Series
Mathematics and Its Applications 324
Edition
1
Pages
600\605
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Management ScienceOptimization; Probability Theory and Stochastic Pr

Description

Stochastic programming - the science that provides us with tools to design and control stochastic systems with the aid of mathematical programming techniques - lies at the intersection of statistics and mathematical programming. The book StochasticProgramming is a comprehensive introduction to the field and its basic mathematical tools. While the mathematics is of a high level, the developed models offer powerful applications, as revealed by the large number of examples presented. The material ranges form basic linear programming to algorithmic solutions of sophisticated systems problems and applications in water resources and power systems, shipbuilding, inventory control, etc. Audience: Students and researchers who need to solve practical and theoretical problems in operations research, mathematics, statistics, engineering, economics, insurance, finance, biology and environmental protection.

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